The Quadratic Collision Probability Method and the Importance Sampling Method in Monte Carlo Calculation for the Flux at a Point
Year: 1983
Journal of Computational Mathematics, Vol. 1 (1983), Iss. 2 : pp. 161–169
Abstract
The unbounded estimate is one of the troublesome problems in Monte Carlo method. Particularly, in the calculation for the flux at a point, the estimate may approach infinite. In this paper, a collision probability method is proposed in Monte Carlo calculation for the flux at a point, and two kinds of methods with the bounded estimation are presented: the quadratic collision probability method and the importance sampling method. The former method is simple and easy to use, whereas the latter is suitable for calculation of flux at many different points simultaneously. The practical calculation indicates that the variance of the present methods can be reduced by about 50% and the efficiency can be increased by 2 to 4 time in comparison with the existing methods.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1983-JCM-9692
Journal of Computational Mathematics, Vol. 1 (1983), Iss. 2 : pp. 161–169
Published online: 1983-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 9